Here we give a brief introduction to conformal prediction, following the presentations in [1]} and [2]}. Given \(Y^{n+1} = (Y^n, Y_{n+1})\)  consisting of the observable \(Y^n\)  and the yet-to-be-observed \(Y_{n+1}\)  value, consider the transformation \(Y^{n+1} \rightarrow T^{n+1}\)  defined by the rule
\(T_i = \psi _i(Y^{n+1}), \quad i \in I_{n+1} := \lbrace 1,\ldots ,n,n+1\rbrace ,\) 
